I think a pretty large number of frum people are into exercising. We should be even more so, since lack of exercise and a sedentary lifestyle (and obesity) is unhealthy, lowers your mood, causes disease, takes years off your life, and is a general chillul Hashem.
Even so, it’s not necessary to use a gym, as there are tons of good fitness videos online, which can use for free.
Just doing a few pushups and situps or burpees or whatever, taking 10 minutes out of your day, can make a big difference in your mood and fitness level. It takes a bit of effort the first time you do it, but once you’re used to it it’s not hard at all.
Aerobics exercise, whether from jogging or aerobic workout videos, is also very important (studies show it stimulates the brain even better than caffeine).